CHAPTER-2

First order Differential Equations

2.1 Initial Value Problem

Definition: A Differential Equation

)
) 2. 1

together with Initial Conditions is called an Initial Value Problem (IVP) or Cauchy’s problem

Example:

1. The function , where and are arbitrary constants is a general solution

of the DE . If and , then is a particular solution to
the DE.

2. is the particular solution to , b/c satisfies the DE.

3. Show that is a solution of , with ) ) .

Solution:
, , . Then
substituting in the DE,

) ) )

Therefore is a solution to , with ) ) .

2.2 Existence of a unique solution (Picard’s Theorem)

A basic question in the study of first-order initial value problems concerns whether a solution even exists.
A second important question asks whether there can be more than one solution. Some conditions must be
imposed to assure the existence of exactly one solution, as illustrated in the next example.

Theorem: (Existence and Uniqueness): For a first order linear differential equation

) ) ) 2. 2

if ) and ) are continuous on , then there exists a unique solution on the interval .

Example

1. Consider the differential equation

)
)

) and ) are continues for . Since lies in the interval , there is a

)

unique solution to the initial value problem for . In fact, the solution is )
.

2. The initial value problem

has more than one solution. One solution is the constant function ) for which the graph lies along

the -axis. A second solution is found by separating variables and integrating. This leads to ) ( ) .

The two solutions ) and ) ( ) both satisfy the initial condition ) .

We have found a differential equation with multiple solutions satisfying the same initial condition. This
differential equation has even more solutions. For instance, two additional solutions are

{ and {( )
( )
In many applications it is desirable to know that there is exactly one solution to an initial value problem.
Such a solution is said to be unique.

Picard’s Theorem: Suppose that both ) and its partial derivative are continuous on the interior

of a rectangle R, and that ) is an interior point of R. Then the initial value problem

) )

has a unique solution ) for in some open interval containing .

2.3 Method of Separable equation

Form: ) )

) )

) ) ) , ) . Now integrating,
) )

∫ ) ∫ ) 2. 3

where is arbitrary constant.

Example:

1. Solve

Solution

Rewriting the equation ) ) which

is separable equation and can be solved by applying integration to both sides as:

∫ ∫ ) which is implicit solution.

2. Solve the DE ).

Solution
Put . So . Now substituting , we get separable

equation as:

which is

separable and applying integration,

∫ ∫ (Implicit solution)

3. Show that the particular solution of ) ) with ) is .

Solution

Rewriting the equation as: ) ) which is separable.

Integrating

∫ ∫

𝑡𝑎𝑛𝑎 𝑡𝑎𝑛𝑏
( ) t 𝑎 𝑏)
𝑡𝑎𝑛𝑎𝑡𝑎𝑛𝑏

…………………………………(*)

Using the initial condition given, ) , we get . Substituting this in (*) follows

shown that it is the particular solution.

Self-check exercise: Solve the following separable DE.

a.

b.
√ √

c. ) (put )
d. )
2.4 Homogeneous DE

A function ) is said to be homogeneous if for some scalar t, and some real number , it
satisfies that ) ) i.e., whenever in a function, you will replace the variables
and with and , and you will be able to take the common from the function with any
exponent / power , then such a function will be called a homogeneous function. For example,
consider the function

We will check if it is homogeneous or not, replace and with and .

(tx)(ty) t 2 ( xy) xy
f (tx, ty )    t0 2  t 0 f ( x, y )
(tx)  (ty )
2 2
t (x  y )
2 2 2
x y 2

So, the given function is homogeneous of degree zero.

Consider another example,

f (tx, ty, tz )  (tx)5 (ty) 2 (tz )3  t10 ( x 5 y 2 z 3 )  t 10 f ( x, y, z )

So the given function is homogenous of degree 10.

Now, look at the example in which the function is not homogeneous. Consider the function

f (tx, ty )  tx  (ty ) 2  t ( x  ty 2 )

You can easily observe that in no way we are in a position to take t common so that the
remaining expression become exactly equal to ). This is why it is a non- homogeneous
function.

Any DE written in the form of

( ) 2. 4
is called Homogeneous DE and is separable

Example:

1. Solve ) ) .

Solution

The DE can be written as: ( )………………………………………………(*)

Hence the DE is homogeneous DE.

To solve the Homogeneous DE we use the change of variable, i.e. so that . Differentiating

both sides results . Substituting for in (*) to obtain

. Integrating this equation yields the general

solution.

∫ ∫ ∫

| | | |

( ) [ ( ) ] | |

( ) √ | |

( ) ( √ )

( ) √ or ( ) √ (since t t)

2. Solve ) .
Solution

The DE can be rewritten as …………………………………….. (**)

Here it can be verified that the DE is homogenous. By the change of variable, , we have

( ) integrating this gives

∫( ) ∫ | | | |

| | | |

| |

| |
( )

( )

( )
, is the general solution.

3. Solve the given DE

Clearly, you can observe that the function on the R.H.S is a homogeneous function of degree zero.

Now, make the substitution ……………………….. (1)

Taking derivatives on both sides w.r.t. , we get

………………………. (2)

Putting these vales of y and its derivative in above DE, we get

 and then separating the variables we obtain

( ) to simplify the fraction on the left side we will use the method of partial fraction

) )
multiply both side by ) )

) )

and solving simultaneously we get . Then put in to the

above equation

( ) ( )
)
)
( )

( ) integrating both sides,

∫ ∫ ∫

| | | | | |

| ) | | ) | | |

) ( ) ( ) )
| )
| | | | | | )
| | |
( ) ( )

)
| )
| | |

)
)
.

Equations reducible to Homogeneous DE (Special form)

, where 2. 5

The lines and are intersecting lines.

Take and , where and are new variables and are constants.

Differentiating them we get and so that .

 ) )
So, ) )
, where {

( )

( )

which homogeneous DE and can be solved by using change of variable.

, where (say) 2. 6

That is the lines and are parallel, the equation can be

written as

To solve the equation put and differentiating both sides w.r.t. , we get

( )

Thus the given equation reduces to

)
( )

which is separable and can be solved by direct integration.

Examples:

1. Solve the DE .

Solution

This DE is of the type-I, because as and . So putting

and we obtain

) ) )
) ) )
, choosing and so that ,
 and the DE will be reduced to

( ) which is homogeneous DE.

Now put so that

( )

Now integrating this equation,

∫( ) ∫ ∫ ∫ ∫

) | |

( ) ( ( ) ) | |

( ) √ ( ) | |

( ) √ | |

( ) √

( ) √ since and substitution yields

( ) √ ) ) is the required general solution of the DE.

2. Solve the DE .

Solution
 It is the DE of the type II as . So we put ,if ,

then . Put in to the given DE we get

( ) ( )

( ) which is separable DE.

Applying the integration we get

∫( ) ∫ | |

| |

| |

Self-check exercise: solve the following Differential equations.

1.

2. ) )
3. )

4. )

5.

2.5 Exact equations, non-exact equations and integrating factor

Definition: A DE is said to be exact if it can be derived from its primitive (general solution)
directly by differentiation, without any subsequent multiplication, elimination, etc. in other
words, the DE is called exact if there exists a function 𝑢( , ) such that

)) ) ) 2. 7

Examples:
a. The DEs and are exact because there exist two functions

𝑢 ) and 𝑢 ) such that 𝑢 ) and 𝑢 ) .

b).The DE is not exact.

Theorem: The necessary and sufficient condition for the DE (5) to be exact is that .

Proof: Necessary condition:

Let 𝑢 ) be the general solution of the given DE, where is a constant. The given
equation is an exact DE if it can be obtained directly by differentiating 𝑢 ) . Then

( )) 2. 8

Therefore

) ) 2. 9

Equating the coefficients of and in (2.9), we get

2. 10

and

2. 11

To eliminate the unknown function 𝑢, differentiate Eq.(2.10) partially with respect to and ,
respectively. Thus,

and 2. 12

Hence, , which is the required necessary condition.

Sufficient condition:

Let ∫ . Then so that . But ( )

Integrating both sides with respect to , we get

where ) is a function of only. Therefore,

 ) ) [ )] ) )

Which shows that ) ) is an exact DE and this proves the sufficient part.
To solve an exact DE, we proceed as follows:

Consider (2.10), , and integrate it with respect to and obtain

) ∫ ) ) 2. 13

where ) is a function of . To determine ) differentiate (2.13) partially w.r.t. and equate

it to (2.12).
𝑢
∫ ) )

Solving this we get ), then

) 2. 14

where is constant of integration in the required solution.

Or
Short cut steps to solve exact DE

(i) Integrate with respect to , keeping as constant.

(ii) Integrate with respect to only those terms of which do not contain .
(iii) Add the expressions obtained in (i) and (ii) above and equate the result to an
arbitrary constant.
In other words, the solution of an exact DE is
∫ ∫
( = constant) (terms not having )
Examples:
1. Solve ) ) with ) .
Solution

) and ) so that . Hence the DE is exact.

Now to solve it, consider ) . Integrating with respect to , we gate

𝑢 ) ∫ ) )

𝑢 ) ) (*)
To determine ) differentiate (*) partially w.r.t. and use (ii),
𝑢

Integrate the expression, ∫ ∫ )

Use this ) in (*) and obtain

𝑢 )

is general solution. Using the initial condition, ) ,

) )
Hence is the required particular solution of the given DE.
2. Solve ) , with ) .
Solution:
) )

the DE is exact. Consider . Integrate w.r.t.

𝑢
∫ ∫ )

𝑢 ) ) (*)
To obtain ) differentiate (*) partially w.r.t. and equate to )

) substituting this in to (*) we get

𝑢 )

where . To get the particular solution, use the initial condition given, ) .

Hence the particular solution is

Or in other short cut

 ∫ ) ∫ )

=constant terms not having

∫ ∫ )
which is the general solution same to obtained above.

3. Solve ( ) ) with ) .

Solution

) )

Hence which shows the DE is exact. So,

∫ ) ∫ )

=constant terms not having

∫( ) ∫

)
Using the initial condition, ) we get and the particular solution will be
)
Students try with other step to obtain the same answer.
4. Solve .
Solution
) ) . Then . Since the DE is not
exact. So to solve we use the separation of variable,

and apply the integration,

∫ ∫ ∫ ∫

is the required general solution of the given DE.

Self-check exercise: which of the following DE is exact and solve the one that is exact.

a. b. ) )

c. ( ) ( ) d.

e. * ( ) ( ) + * ( ) ( ) +

f.

2.5.1 Integrating Factor

Consider a DE
) ) 2. 15

which is not exact differential equation. Suppose there exists a function ) such that
) ) ) ) 2. 16

is exact, then ) is called Integrating Factor (IF) of DE (2.15). There may exist several
integrating factors or may not for a DE.
Reduction of Non-Exact DE to Exact using IF
There are several methods to do reduce non-exact DE to exact using IF:
A) Method of Inspection or Grouping of terms
Before we discuss this let’s have the following formulae:
№ DE IF Exact DE Solution
1 )
2 ) | |

3 ) )
) ) )
4
) )

5 ) )
) ( )
) )
6 ( )
7
( )

8 * ( )+ ( )

9 * ( )+ ( )

10
[ )] )
)

Examples:
1. Solve ) ) .
Solution
Using grouping or inspection method we obtain:
) ) Regrouping the terms of this DE

) )
) )

) ( )

) ( )

) ( ) ( )

) ( ) ( ) , now applying integration we obtain

( )

is the required general solution.

2. Solve ) .
Solution
 )

) ) , integrating yields

3. Solve ) )
Solution
) )

which implies that DE is not exact.

We use grouping method to solve this DE:
) )

) ) )
) ) )

) ) ) )

) ( ) ) )

) ( ) ) ) , integrating yields

∫ ) ∫ ( ) ∫ ) )

∫ ) ∫ ( ) ∫ ) )

( ) )

Home work: Solve the following DE by method of grouping

a. ) ) b. ) )
c. ) )
Rule 1: If is homogeneous and , then the integrating factor

Rule 1: If is non-homogeneous and , then the integrating factor

Example:
1. Solve ) .
Solution
) )

implies De is non-exact. So by rule-1

) )
Then,

( ) DE is exact. Using the new exact DE,

we obtain

∫ ) ∫ )

=constant terms not having

∫ ∫

2. Solve ) ) .
Solution
) )
DE is non-exact.
So we need the integrating factor to reduce the non-exact to exact and by rule-2,

) )
 ) )

( ) ( ) which is exact and to obtain solution,

∫ ) ∫ )

=constant terms not having

∫( ) ∫ ( )

∫ )
Rule-3: If equation in the form and ), then .

∫ )
Rule-4: If equation in the form and ), then .

Example:
1. Solve ) ) 𝑢 .
Solution
) )

Here which means the DE is non-exact and we need to reduce it to exact.

To do so, by rule-3,
) )
) )
) )

∫ ) ∫( )

𝑢 ( ) ( )

which is exact DE.

∫ ) ∫ )

=constant terms not having

∫ ) ∫ ( ) .

2. Solve ) ) .
Solution
) )

DE is non-exact and we need to reduce it to exact.

To do so, by rule-3,
) ) )
) )
)

∫ ) ∫( )

So multiplying the given DE by IF we gate exact DE,

) )
Here we can solve the new exact DE either by grouping method or using short cut formula.
By grouping method,
) )

) )
) ) applying the integration,
∫ ) ∫ ∫ )

3. Solve ) ) .
Solution
) )

which means DE is non-exact, so by Rule-4,

( ) ( ) )
)
)

∫ ) ∫( )

Multiplying the given DE by IF makes exact DE,

 𝐻𝑒𝑟𝑒 𝑤𝑒 𝑐𝑎𝑛 𝑢𝑠𝑒 𝑜𝑝𝑡𝑖𝑜𝑛𝑎𝑙 𝑚𝑒𝑡 𝑜𝑑 𝑡𝑜
𝑠𝑜𝑙𝑣𝑒 𝑏𝑦 𝑠 𝑜𝑟𝑡 𝑐𝑢𝑡 𝑚𝑒𝑡 𝑜𝑑
( ) ( )

Using grouping method,

) ( )

) ( )

∫ ) ∫ ( )

{
is the general solution.

Self-check exercise: Solve the following Des.

a. ) )
b. )
c. )
d. ) )

2.6 Linear First Order Differential Equations

Definition: A first-order DE of the form

) ) 2. 17

where are continuous functions of is said to be a linear equation in the dependent

variable y.
In the standard form Eq. (1) can also be written as
) )) 2. 18

It can be verified that Eq. (2.18) is not exact equation. Then we need to find an integrating factor
so that the DE becomes easily solvable.
The general solution of Eq. (2.17) is
∫ ∫
∫ 2. 19
Examples
1. Solve the DE with ) .

Solution:

Rewriting the equation we obtain , here ) )

∫ ∫ ∫
IF=
Then the general solution of the DE will be
∫ ∫
(∫ )

(∫ )

( ∫ )

( ∫ 𝑢 ) Let 𝑢 𝑥 𝑑𝑢 𝑥𝑑𝑥

( )

( )

Using the given condition, ) ,

Hence the particular solution will be .

2. Determine the particular solution of with ) .

Solution

here ) and )
∫ ∫
IF= . Then the general solution of the DE is
∫ ∫
(∫ )
(∫ )
)
)
Using the given condition, ) , . So the required solution is,
)
3. Find the general solution of ) ( ) .

Solution
)
First we have to rewrite to ( ) and ) and )
) ) ) ) ) )
)
∫ ) )
Then, IF=
)
First let us evaluate ∫ ∫( ) | | | |
) )

| ) )|
| ) )|
So substituting in IF, ) ).
∫ ∫
General solution is (∫ )

*∫ ) ) +
) ) )

∫ )
) )

* ) +
) )

) )

Home Work: Solve the following linear DEs.

a. )

b.

c.

d. )

Bernoulli’s DE
A differential equation of the form

) ) 2. 20

where is a constant is called Bernoulli’s DE which is non-linear for any values of the real
number (except for ).
The non-linear first order (2.20) can be reduced to linear DE by the substitution

) 2. 21
Substituting (2) in to (1) we get
) ) ,

) ) ) )

) ) ) ) 2. 22

DE (2.22) is linear first order in .

Example
1. Solve with ) .
Solution
The DE can be rewrite to …… Bernoulli DE which is non-linear with .

Put
)

Substituting this in the DE we get

whchi is linear in . Put ) )

∫ ) ∫

So the general solution is

∫ ∫
(∫ )

(∫ )

∫ )
𝑡 𝑥 𝑑𝑡 𝑑𝑥
)

( )

Using the condition given, ) ,

Therefore, , the required solution.

2. Solve ) , with ) .
Solution
)

) )

) ) which is Bernoulli DE with

Now put

Then,
) )

) which is linear in , with ) )

∫ ) ∫ | | Int. by sub. 𝑢 𝑐𝑜𝑠𝑥, 𝑑𝑢 𝑠𝑖𝑛𝑥𝑑𝑥
IF:
G.S.
∫ ) ∫ )
(∫ ) )
(∫ )
(∫ )
)
)

Since ) , and then the particular solution required is

or

Self-check exercise: solve the following non-linear first order Des.

a. , with ) c. )
b. ) d. )
2.7 Orthogonal Trajectories

A coordinate system (Cartesian coordinates, polar coordinates, etc.) consists of two families of curves
which always intersect at right angles are called orthogonal trajectories of each other. Given a one-
parameter family of curves, we wish to find another family of curves which always intersects it at
right angles.

An equation of the form

) 2. 23

determines a family of curves, one for every value of the constant C. Consider another parameter
family of curves given by

) 2. 24

The 1st of family of curves is said to be Orthogonal trajectories of the 2nd family if the angle between
any one curve of (2.23) with any other curves of (2.24) is (orthogonal).

Condition for two curves to be orthogonal:

2. 25

C1 C2

Figure 1 Two orthogonal curves

Example:

1. Find the Orthogonal trajectories of .

Solution: Differentiating the given equation with respect to we get

Differential equation corresponding to given family.

Differential equation corresponding to another family which is orthogonal trajectories of the first
family, is obtained by
Figure 2 A plot of the family (in black) and its orthogonal trajectories (in gray).

2. Find the Orthogonal trajectories of ………………………. (i)

Solution: Differentiating the given family with respect to

……………………..…..……. (ii)

Eliminate the parameter from (i): ………………….………. (iii)

Substitute (iii) in to (ii)

( ) differential equation of the 1st family.

So, the differential equation orthogonal trajectory will be:

the negative reciprocal.

∫ ∫ ………………. (iv)

is the orthogonal trajectory of .

The following figure shows curves with several values of C.

Figure 3 Graphs of with various values of C.

Differentiating ) with respect to gives a second equation ) ,

which is explicitly given by ) ) .

3. We have implies . We can eliminate C between the

equations and , that is, C= .

Therefore, . This yields a first order DE, where the solution

includes the initial family of curves.

So just as a first order DE usually determines a one-parameter family of curves (its solutions), a one-
parameter family of curves determines a DE.

4. Find orthogonal trajectories of ).

Solution the following figure shows the plot of ) with several values of C. We have
)
), so it follows that ⏟ ) ).
)
)
Figure 4 A plot of the family ) (in black) and its orthogonal trajectories (in gray).

Two curves meet at right angles if the product of their slopes is −1, i.e. . So
orthogonal trajectories satisfy the equation

)
)

Self-check exercise: Find the orthogonal trajectory of the following families.

a. b. c. )

d. Find the particular member of the orthogonal trajectory passing through ) given by
.

e. Find such that and are orthogonal trajectory to each other.